[R] [FORGED] Re: Problem with MASS::fitdistr().
r@turner @end|ng |rom @uck|@nd@@c@nz
Mon Apr 27 01:27:21 CEST 2020
On 27/04/20 3:01 am, J C Nash wrote:
> Peter is correct. I was about to reply when I saw his post.
> It should be possible to suppress the Hessian call. I try to do this
> generally in my optimx package as computing the Hessian by finite differences
> uses a lot more compute-time than solving the optimization problem that
> precedes the usual Hessian calculation.
> It may be time to consider some update to optim() in that regard, or to
> put in some exception handling. It isn't likely in any main-line part
> of optim() but in the post-solution phase of the routines. I'd welcome
> some discussion on that with a view to improvement, but am not sure if
> it should be R-devel or R-package-dev lists or off-list.
Thanks to Peter and John for this advice.
As to "suppressing the Hessian call" --- if I understand you correctly,
this is not a problem with optim(); in fact by default optim() does not
attempt to calculate the hessian. The problem arises with
MASS::fitdistr() which sets hessian=TRUE in the call to optim(),
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